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TATYY vs. RIO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TATYY vs. RIO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tate & Lyle PLC ADR (TATYY) and Rio Tinto Group (RIO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TATYY achieves a 50.19% return, which is significantly higher than RIO's 24.40% return. Over the past 10 years, TATYY has underperformed RIO with an annualized return of 2.55%, while RIO has yielded a comparatively higher 19.32% annualized return.


TATYY

1D
0.00%
1M
0.21%
6M
44.68%
YTD
50.19%
1Y
7.76%
3Y*
-4.75%
5Y*
-0.40%
10Y*
2.55%
ALL TIME*
3.83%

RIO

1D
-0.34%
1M
2.57%
6M
9.37%
YTD
24.40%
1Y
70.95%
3Y*
21.12%
5Y*
10.17%
10Y*
19.32%
ALL TIME*
11.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$267.36M$271.65M$273.47M
$6.37K$16.58K$46.42K

TATYY vs. RIO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TATYY
Tate & Lyle PLC ADR
50.19%-35.21%-0.61%-0.36%18.05%-0.65%-1.93%19.27%-4.33%9.74%
RIO
Rio Tinto Group
24.40%44.47%-15.36%11.06%18.48%-3.67%36.22%33.18%-2.93%44.87%

Correlation

The correlation between TATYY and RIO is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.08

Correlation (3Y)
Balances recent behavior with more history.

0.11

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.09

Correlation (10Y)
Provides a long-term view across more market conditions.

0.12

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.13

Fundamentals

Market Cap

TATYY:

$7.03B

RIO:

$157.38B

EPS

TATYY:

£2.15

RIO:

$13.62

PE Ratio

TATYY:

10.23

RIO:

7.11

PS Ratio

TATYY:

0.70

RIO:

1.37

PB Ratio

TATYY:

1.54

RIO:

2.43

Total Revenue (TTM)

TATYY:

£3.54B

RIO:

$115.63B

Gross Profit (TTM)

TATYY:

£722.00M

RIO:

$30.71B

EBITDA (TTM)

TATYY:

£597.20M

RIO:

$41.85B

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Return for Risk

TATYY vs. RIO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TATYY
TATYY Risk / Return Rank: 5252
Overall Rank
TATYY Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
TATYY Sortino Ratio Rank: 5454
Sortino Ratio Rank
TATYY Omega Ratio Rank: 5656
Omega Ratio Rank
TATYY Calmar Ratio Rank: 5050
Calmar Ratio Rank
TATYY Martin Ratio Rank: 4848
Martin Ratio Rank

RIO
RIO Risk / Return Rank: 9292
Overall Rank
RIO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
RIO Sortino Ratio Rank: 9292
Sortino Ratio Rank
RIO Omega Ratio Rank: 9191
Omega Ratio Rank
RIO Calmar Ratio Rank: 8989
Calmar Ratio Rank
RIO Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TATYY vs. RIO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tate & Lyle PLC ADR (TATYY) and Rio Tinto Group (RIO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TATYYRIODifference
Sharpe ratioReturn per unit of total volatility

-2.28

Sortino ratioReturn per unit of downside risk

-2.18

Omega ratioGain probability vs. loss probability

1.12

1.38

-0.26

Calmar ratioReturn relative to maximum drawdown

0.19

3.42

-3.23

Martin ratioReturn relative to average drawdown

0.30

10.06

-9.76

TATYY vs. RIO - Sharpe Ratio Comparison

The current TATYY Sharpe Ratio is 0.14, which is lower than the RIO Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of TATYY and RIO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TATYY vs. RIO - Drawdown Comparison

The maximum TATYY drawdown since its inception was -57.06%, smaller than the maximum RIO drawdown of -88.97%. Use the drawdown chart below to compare losses from any high point for TATYY and RIO.


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Drawdown Indicators


TATYYRIODifference

Max Drawdown

Largest peak-to-trough decline

-57.06%

-88.97%

+31.91%

Max Drawdown (1Y)

Largest decline over 1 year

-40.33%

-20.74%

-19.59%

Max Drawdown (3Y)

Largest decline over 3 years

-57.06%

-24.19%

-32.87%

Max Drawdown (5Y)

Largest decline over 5 years

-57.06%

-35.25%

-21.81%

Max Drawdown (10Y)

Largest decline over 10 years

-57.06%

-37.47%

-19.59%

Current Drawdown

Current decline from peak

-26.03%

-13.56%

-12.47%

Average Drawdown

Average peak-to-trough decline

-15.71%

-23.73%

+8.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.03%

7.04%

+18.99%

Volatility

TATYY vs. RIO - Volatility Comparison

The current volatility for Tate & Lyle PLC ADR (TATYY) is 1.97%, while Rio Tinto Group (RIO) has a volatility of 8.60%. This indicates that TATYY experiences smaller price fluctuations and is considered to be less risky than RIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TATYYRIODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

8.60%

-6.63%

Volatility (6M)

Calculated over the trailing 6-month period

44.15%

24.65%

+19.50%

Volatility (1Y)

Calculated over the trailing 1-year period

56.28%

29.29%

+26.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.87%

29.17%

+8.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.88%

30.42%

+3.46%

Dividends

TATYY vs. RIO - Dividend Comparison

TATYY's dividend yield for the trailing twelve months is around 3.56%, less than RIO's 4.15% yield.


PositionTTM20252024202320222021202020192018201720162015
RIO
Rio Tinto Group
4.15%4.66%7.40%5.40%10.48%10.23%5.13%7.68%6.32%4.47%3.93%7.58%
TATYY
Tate & Lyle PLC ADR
3.56%5.27%3.03%2.90%19.44%4.72%3.74%3.67%4.18%3.64%3.81%0.00%

Financials

TATYY vs. RIO - Financials Comparison

This section allows you to compare key financial metrics between Tate & Lyle PLC ADR and Rio Tinto Group. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

TATYY vs. RIO - Profitability Comparison

The chart below illustrates the profitability comparison between Tate & Lyle PLC ADR and Rio Tinto Group over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

TATYY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Tate & Lyle PLC ADR reported a gross profit of 0.00 and revenue of 996.75M. Therefore, the gross margin over that period was 0.0%.

RIO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Rio Tinto Group reported a gross profit of 8.70B and revenue of 31.02B. Therefore, the gross margin over that period was 28.0%.

TATYY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Tate & Lyle PLC ADR reported an operating income of 83.23M and revenue of 996.75M, resulting in an operating margin of 8.4%.

RIO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Rio Tinto Group reported an operating income of 8.70B and revenue of 31.02B, resulting in an operating margin of 28.0%.

TATYY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Tate & Lyle PLC ADR reported a net income of 41.62M and revenue of 996.75M, resulting in a net margin of 4.2%.

RIO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Rio Tinto Group reported a net income of 6.66B and revenue of 31.02B, resulting in a net margin of 21.5%.


Frequently Asked Questions


TATYY and RIO have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RIO has higher volatility (8.60%) compared to TATYY (1.97%). In terms of maximum drawdown, TATYY dropped -57.06% vs RIO's -88.97%.

RIO currently has the higher Sharpe Ratio (2.42 vs 0.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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